+31.4%
ROL vs ZM
+48.0%
-16.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.3% | +0.3% | -3.6% | -3.3% |
| 30D | -7.2% | -10.3% | +3.1% | -6.5% |
| 3M | -27.0% | -0.7% | -26.3% | -27.1% |
| 6M | -39.5% | +24.8% | -64.3% | -40.9% |
| YTD | -41.8% | +11.5% | -53.3% | -42.8% |
| 1Y | -38.9% | +12.3% | -51.2% | -40.0% |
| 3Y | -0.4% | +33.5% | -33.9% | -4.3% |
| 5Y | -4.2% | -67.5% | +63.3% | -0.1% |
| All | +31.4% | +48.0% | -16.5% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling